Author of the publication

On Stability and Convergence of a Finite Difference Approximation to a Parabolic Variational Inequality Arising From American Option Valuation

, and . Stochastic Analysis and Applications, 24 (6): 1185--1204 (2006)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Soliton fission and fusion: Burgers equation and Sharma-Tasso-Olver equation, , and . Chaos, Solitons & Fractals, 21 (1): 231--239 (July 2004)R-SOX: Runtime Semantic Query Optimization over XML Streams., , , , , , , and . VLDB, page 1207-1210. ACM, (2006)Part-based methods for handwritten digit recognition., , , and . Frontiers Comput. Sci., 7 (4): 514-525 (2013)Attention-Driven Driving Maneuver Detection System., , , , and . IJCNN, page 1-8. IEEE, (2019)A generalized likelihood ratio test to identify differentially expressed genes from microarray data., and . Bioinform., 20 (1): 100-104 (2004)Cross-View Person Identification Based on Confidence-Weighted Human Pose Matching., , , , , and . IEEE Trans. Image Process., 28 (8): 3821-3835 (2019)Degraded Image Semantic Segmentation With Dense-Gram Networks., , , , , and . IEEE Trans. Image Process., (2020)Integrating Priority with Share in the Priority-Based Weighted Fair Queuing Scheduler for Real-Time Networks., , and . Real Time Syst., 22 (1-2): 119-149 (2002)A numerical method for pricing European options with proportional transaction costs., and . J. Glob. Optim., 60 (1): 59-78 (2014)Special issue on Öptimization and optimal control with applications" for the 4th International Conference on Optimization and Control with Applications (OCA2009), June 6-11, 2009, Harbin, China., and . J. Glob. Optim., 52 (2): 193 (2012)